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Re: st: Problem with xtmixed


From   "Joseph Coveney" <jcoveney@bigplanet.com>
To   "Statalist" <statalist@hsphsun2.harvard.edu>
Subject   Re: st: Problem with xtmixed
Date   Thu, 5 Jun 2008 01:07:49 +0900

Noori Akhtar-Danesh wrote (excerpted):

The problem is that when I use the following three commands the outputs from
xtreg and gllamm are quite similar but output from xtmixed is totally
different!  Am I missing something here?  Your help is appreciated (I am
using the smoking.dta dataset).


--------------------------------------------------------------------------------

Try putting a colon after momid.

Joseph Coveney

. xtmixed  birwt male smoke mage married hsgrad somecoll collgrad black
kessner2 kessner3
novisit pretri2 pretri3 || momid:, mle
Performing EM optimization:

Performing gradient-based optimization:

Iteration 0:   log likelihood = -65145.756
Iteration 1:   log likelihood = -65145.752

Computing standard errors:

Mixed-effects ML regression                     Number of obs      =
8604
Group variable: momid                           Number of groups   =
3978

                                               Obs per group: min =
2
                                                              avg =
2.2
                                                              max =
3


                                               Wald chi2(13)      =
693.74
Log likelihood = -65145.752                     Prob > chi2        =
0.0000

------------------------------------------------------------------------------
      birwt |      Coef.   Std. Err.      z    P>|z|     [95% Conf.
Interval]
-------------+----------------------------------------------------------------
       male |   120.9375   9.558003    12.65   0.000     102.2042
139.6708
      smoke |  -218.3286   18.15946   -12.02
0.000    -253.9205   -182.7368
       mage |   8.100566   1.344573     6.02   0.000     5.465251
10.73588
    married |   49.92022   25.50309     1.96   0.050    -.0649248
99.90537
     hsgrad |   56.84716   25.03543     2.27   0.023     7.778611
105.9157
   somecoll |   80.68605   27.30906     2.95   0.003     27.16127
134.2108
   collgrad |   90.83268   27.99498     3.24   0.001     35.96354
145.7018
      black |  -211.4138   28.27764    -7.48
0.000    -266.8369   -155.9906
   kessner2 |  -92.91882   19.92617    -4.66
0.000    -131.9734   -53.86424
   kessner3 |  -150.8758   40.83027    -3.70
0.000    -230.9017   -70.84992
    novisit |   -30.0303   65.69165    -0.46   0.648    -158.7836
98.72298
    pretri2 |   92.85784   23.19067     4.00   0.000     47.40497
138.3107
    pretri3 |   178.7294   51.63677     3.46   0.001      77.5232
279.9356
      _cons |   3117.191   40.88824    76.24   0.000     3037.051
3197.33
------------------------------------------------------------------------------

------------------------------------------------------------------------------
 Random-effects Parameters  |   Estimate   Std. Err.     [95% Conf.
Interval]
-----------------------------+------------------------------------------------
momid: Identity              |
                  sd(_cons) |   338.7686   6.296448      326.6499
351.337
-----------------------------+------------------------------------------------
               sd(Residual) |   370.6648   3.867695      363.1613
378.3234
------------------------------------------------------------------------------
LR test vs. linear regression: chibar2(01) =  1108.77 Prob >= chibar2 =
0.0000

.


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